-6.7%
IGV vs LII
-32.7%
+26.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.5% | -1.8% |
| 7D | -3.3% | +2.1% | -5.4% | -3.4% |
| 30D | 0.0% | -12.4% | +12.4% | +0.1% |
| 3M | +7.3% | -24.8% | +32.2% | +7.4% |
| 6M | +16.7% | -25.2% | +41.9% | +16.3% |
| YTD | -2.8% | -20.3% | +17.4% | -4.6% |
| 1Y | -6.7% | -32.9% | +26.3% | -6.1% |
| All | -6.7% | -32.7% | +26.1% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded LII wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling